A martingale proof of Dobrushin's theorem for non-homogeneous Markov chains
Sunder SethuramanS. R. S. Varadhan
所有作者
Sunder SethuramanS. R. S. Varadhan
文献摘要
In 1956, Dobrushin proved a definitive central limit theorem for
non-homogeneous Markov chains. In this note, a shorter and different proof
elucidating more the assumptions is given through martingale approximation.